Nonparametric Confidence Interval for a Shift Parameter for Cauchy distribution
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Date
2005
Authors
Odongo, L. O.
Journal Title
Journal ISSN
Volume Title
Publisher
Ife Centre for Psychological Studies
Abstract
In this article an application of a kernel based nonparametric approach in constructing a large sample nonparametric confidence interval for a shift parameter is considered. The method is illustrated using the Cauchy distribution as a location model. The kernel-based method is found to have a shorter interval for the shift parameter between two Cauchy distributions than the one based on the Mann-Whitney test statistic.
Description
doi.org/10.4314/eajosta.v1i1.39150
Keywords
Best Asymptotic Normal, Cauchy distribution, Kernel estimates, Mann-Whitney test statistic, Nonparametric confidence interval, Shift parameter.
Citation
Journal of Statistics Vol. 1 (1): pp. 1-8